PLATFORM

End-to-end
analytical power

Complete analytical arsenal for investment professionals. Run any analysis, build strategies, detect regimes—all with real-time monitoring.

Analysis Modules

Fundamentals
MOD-FND

Find what fundamentals are useful to predict a price.

Scan a universe of fundamental features to find sensitive variables
Feed scenarios of inputs to derive future probability distribution of returns
Analyse dynamic and nonlinear relationships
Example
> Analyze how a lower rates environment in the US would be conducive to US tech outperformance against index.
Technicals
MOD-TEC

Pattern recognition, indicators, and frequency studies to find opportunities and optimize your trade management.

Battery of technical indicators to build forecasts
Breakout/reversal detection
Support/resistance mapping
Example
> Study which technicals are most useful in forecasting USDJPY reversals in an hourly timeframe.
Correlations
MOD-COR

Correlation evolution tracking and break detection.

Dynamic relationship assessment
Correlation breaks and impact
Intraday correlations and performance attribution
Cointegration opportunities
Example
> Monitor correlations and breaks between the dollar and US/G10 rates differentials.
Positioning
MOD-POS

Market positioning, crowding and sentiment indicator analysis. Market impact.

High-confidence map of positioning
Crowding indicators
Market impact analysis
Example
> Estimate the magnitude of reversal on the WTI when extreme positioning is detected.
Volatility
MOD-VOL

Volatility regime analysis and risk metrics.

Realized vs implied vol
Vol-of-vol analysis
Drawdown studies
Tail risk metrics
Example
> Monitor VIX term structure if regime shifts from risk-on to risk-off.
Many More...

Extensive library of analysis modules including...

CarryMomentumMean ReversionValueQualitySeasonalityEvent StudiesMacro RegimeSentimentFlow AnalysisLiquidityBetaFactor ExposureDispersionSkewCurve AnalysisSpread TradingCross-SectionalTime SeriesCointegration

Strategy Builder

Signal Builder

Build from a list of signals, stack them for aggregation.

Cross-Signal

Use rules to weigh signals against each other.

Portfolio Construction

Take an investment universe and use these signals to build a strategy.

Hyperparameter Tuning

Optimize parameters for maximum performance.

Attribution

Performance attribution and sensitivity studies to ascertain what moves the needle.

Robustness

Overfitting and stability studies, feature importance analysis, risk management.

Example: S&P Macro Momentum Strategy
Backtest Complete
Configuration
Target
S&P 500 / Russell 2000 Ratio Momentum
Variables
Fed Funds 10dMag7 VolDXY ChgHY SpreadVIX 5dUS10YDXYMom Z
Logic
IF pred_sharpe_diff > MA(20)
  → LONG ES1 / SHORT RTY1
ELSE → LONG RTY1 / SHORT ES1
Results (2007-2024)
1.42
Sharpe
58%
Hit Rate
-12%
Max DD
1.05x
Slugging

Regime Detection

Markets operate in observable and modellable regimes. Risk-on vs risk-off. High vs low vol. Rate hiking vs easing. Know the current state and intensity of a regime, make sense of its trajectory.

Real-time regime probability estimation
Trend detection: strengthening or weakening
Historical analysis: what worked in similar periods
Custom regime definitions with your features
RGM-01Risk-On / Risk-Off
VIX 20d MA CrossHY CDX SpreadIG US Financials SpreadSPY/GOVT ETF RatioGold/SPY Rel StrengthCBOE Put/Call 5d AvgSKEW Index LevelICI Equity Fund FlowsEPFR Credit Flows WeeklyEM Sov CDS SpreadTED Spread 3mMOVE Index 10d MANYSE Breadth ThrustHigh Beta/Low Vol RatioJunk Bond ETF Flows
RGM-02Volatility Regime
VIXVVIXMOVESPX HVT25d Put Skew SPXVIX 2nd ag. 1stSVXY/VXX RatioOptions Volume Put/Call
RGM-03Macro Rates
SOFR FutFed Funds Implied Dec2s10s SpreadOIS 1Y1Y ForwardJGB UST Spread StructureUS 10Y Real Rate TIPS10Y Breakeven InflationSOFR 3m FuturesEuribor 3m RateBund 10Y YieldGilt 10Y 20d ChgFed Dot Plot MedianECB Depo Rate Expected
RGM-04FX Dominant
DXY Index LevelG10 FX MomCapital Account Chg YoYFX Reserves EM G10 Growth
RGM-05Commodity Shock
WTI VolHH/TTF/JKM VolXAU VolCopper VolSilver/Gold Ratio VolHenry Hub Nat GasWheat CBOT FrontSoybean Crush SpreadIron Ore 62% Fe CFRLME Aluminum 3mUranium Spot UxCLithium Carbonate CNWTI 1m-12m BackwardationGSCI Energy SubindexAgri Commodity Index
RGM-06Momentum
SPY 10d/50d MA CrossSPY 52w High DistanceQQQ / SPYNYSE Adv-Dec Line 10dAdvance/Decline RatioNYSE New 52w HighsSPX RSI 14d LevelSPX MACD HistogramSector Rotation ScoreFama-French Mom FactorMSCI EM Mom IndexMSCI World MomCross-Asset Mom ScoreTrend Following CTA IndexMomentum Crash Indicator

Tactical Advantage

Time Efficiency

Execute any analysis in seconds. Spend time on interpretation, not infrastructure.

Signal Priority

Leave thousands of studies in the background. Focus on the signals with the highest conviction.

Robustness

Test across regimes. Analyze stability. Build signals and strategies that actually make the difference.

READY TO START

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